+64.2%
BURL vs CRL
+38.0%
+26.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.6% |
| 30D | -28.2% | +10.7% | -38.8% | -29.6% |
| 3M | -17.6% | +55.3% | -72.9% | -24.9% |
| 6M | -11.8% | +60.7% | -72.4% | -20.7% |
| YTD | -8.1% | +44.6% | -52.8% | -15.8% |
| 1Y | -12.0% | +77.7% | -89.7% | -23.5% |
| All | +64.2% | +38.0% | +26.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling